Preheat the oven to 180c/350f.
Line a baking tray with parchment paper or a baking mat.
Beat together the butter and sugar until fluffy and then beat in each egg and the vanilla.
In another bowl, mix the flour, cocoa powder, baking soda and baking powder.
Fold in the dry ingredients.
Mix in the milk.
Add the icing sugar to a shallow bowl and scoop out a tbsp of dough and place in the bowl. Roll in to a ball and coat with icing sugar. The dough will be quite sticky/soft but once rolled in the icing sugar it should be easy to handle.
Place on the baking tray and press down lightly.
Bake for 12 minutes and allow to cool on the tray before transferring to a cooling rack.